+129.9%
XOP vs PCOR
-9.0%
+138.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -10.0% | +22.2% | -32.2% | -13.3% |
| 30D | -9.1% | +36.0% | -45.1% | -14.1% |
| 3M | +5.1% | +34.0% | -28.9% | -0.9% |
| 6M | +6.4% | +43.5% | -37.1% | -1.6% |
| YTD | +39.7% | +5.1% | +34.6% | +35.9% |
| 1Y | +37.2% | -3.9% | +41.2% | +36.0% |
| 3Y | +37.6% | +52.9% | -15.3% | +22.1% |
| 5Y | +76.5% | -18.7% | +95.2% | +63.5% |
| All | +129.9% | -9.0% | +138.9% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling